-41.4%
YELP vs SPY
+79.8%
-121.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.9% |
| 7D | -5.4% | -2.0% | -3.4% | -3.6% |
| 30D | -11.3% | -1.7% | -9.6% | -9.8% |
| 3M | -13.7% | +4.7% | -18.5% | -17.9% |
| 6M | -13.2% | +12.5% | -25.7% | -23.6% |
| YTD | -31.1% | +11.7% | -42.8% | -38.9% |
| 1Y | -32.9% | +17.5% | -50.3% | -43.5% |
| 3Y | -52.0% | +76.6% | -128.6% | -74.5% |
| 5Y | -41.4% | +82.0% | -123.5% | -69.7% |
| All | -41.4% | +79.8% | -121.2% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling